comparison m-toolbox/html_help/help/ug/noisegen_content.html @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 <p>
2
3 Generating non-white random noise means producing arbitrary long time series with a given spectral density.
4 Such time series are needed for example for the following purposes:
5 </p>
6 <p>
7 <ul>
8 <li> To generate test data sets for programs that compute spectral densities, </li>
9 <li> as inputs for various simulations.</li>
10 </ul>
11 </p>
12 <p>
13 One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/>
14 This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a>
15 with a given cross spectral density. <br/>
16 Multichannel transfer functions are identified by an automatic fit procedure based
17 on a modified version of the vector-fitting algorithm
18 (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/>
19 Partial fraction expansion of multichannel transfer functions and the implementation of
20 <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'.
21 </p>
22
23 <p>
24 A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/>
25 It produces spectral densities according to a given pole zero model (see <a href="pzmodel.html">Pole/Zero Modeling</a>) and does not require any warm-up period. <br/>
26 </p>